Anic Equity¶

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Total return since start: 0.697 %¶

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Equity now: -----------------------------> 51835.1 Kr¶

Max Equity ever reached: ------------> 51912.9 Kr¶

Portfolio value: --------------------------> 48628.68 Kr¶

PnL: ---------------------------------------> -451.49 Kr¶

DD now: ---------------------------------> -0.15 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 19:48:45.878000'

Anic Portfolio¶

Today¶

Return: 9.064 %¶

This Week¶

Return: 9.064 %¶

Total¶

Return: 69.695 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -0.320000 3380.400000 201.800000 6.350000 3178.600002
HMS Networks 2 0.260000 782.000000 109.000000 16.200000 673.000000
HEBA B 70 -3.110000 2723.000000 87.000000 3.300000 2636.000010
Nordea Bank Abp 29 0.580000 3535.100000 81.100000 2.350000 3453.999992
SAAB B 8 0.210000 3427.200000 50.200000 1.490000 3377.000000
MedCap 2 -0.860000 463.000000 42.000000 9.980000 421.000000
AcadeMedia 12 2.610000 594.480000 37.480000 6.730000 557.000004
Resurs Holding 22 -0.180000 608.960000 34.960000 6.090000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -6.190000 383.100000 28.100000 7.920000 355.000000
Swedbank A 3 0.280000 591.000000 27.000000 4.790000 564.000000
OEM International B 7 0.260000 548.800000 20.800000 3.940000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Eastnine 4 -0.320000 504.000000 13.000000 2.650000 491.000000
Intrum 4 -1.570000 539.400000 12.400000 2.350000 527.000000
Midsona B 63 4.880000 595.350000 12.350000 2.120000 582.999984
Norva24 Group 16 -0.860000 555.200000 12.200000 2.250000 543.000000
Securitas B 6 -1.510000 579.120000 9.120000 1.600000 570.000000
Karnov Group 9 -0.330000 543.600000 7.600000 1.420000 536.000004
Corem Property Group B 59 -5.240000 581.450000 4.450000 0.770000 576.999999
Creaspac SPAC 6 -0.210000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -4.010000 246.720000 0.720000 0.290000 246.000000
Coor Service Management Hold. 8 -1.780000 531.200000 -0.800000 -0.150000 532.000000
Handelsbanken A 5 0.560000 543.250000 -2.750000 -0.500000 546.000000
Boozt 12 -1.510000 1645.200000 -8.800000 -0.530000 1653.999996
Sampo Oyj SDB 7 1.390000 3832.500000 -17.500000 -0.450000 3850.000000
Essity B 2 2.920000 550.000000 -24.000000 -4.180000 574.000000
International Petroleum Corp. 5 -0.610000 570.500000 -24.070000 -4.050000 594.565215
CTEK 13 -0.610000 506.480000 -27.520000 -5.150000 533.999999
Fasadgruppen Group 38 2.660000 4111.600000 -28.200000 -0.680000 4139.799990
Essity A 4 3.170000 1108.000000 -41.000000 -3.570000 1149.000000
Beijer Electronics Group 27 5.230000 3040.200000 -42.600000 -1.380000 3082.800006
Vivesto 1368 2.470000 567.720000 -45.280000 -7.390000 612.999432
OX2 22 0.870000 1782.000000 -206.200000 -10.370000 1988.199994
Axfood 15 1.120000 4045.500000 -253.300000 -5.890000 4298.800005
Ovzon 64 0.930000 3456.000000 -538.400000 -13.480000 3994.400000
TOTAL 48628.680000 -451.490000 -0.14987% 49080.164634

Updated:¶

'2023-01-30 19:46:39.334418'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶